+599.3%
MTUM vs CMS
+262.9%
+336.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | -1.7% | -3.6% | +1.9% | -0.6% |
| 3M | -6.3% | -1.9% | -4.4% | -6.3% |
| 6M | +21.8% | -11.0% | +32.8% | +25.6% |
| YTD | +22.0% | +0.2% | +21.8% | +20.9% |
| 1Y | +25.3% | -1.3% | +26.7% | +24.6% |
| 3Y | +112.1% | +35.9% | +76.2% | +85.7% |
| 5Y | +76.2% | +23.1% | +53.1% | +57.8% |
| 10Y | +340.1% | +117.9% | +222.2% | +220.9% |
| All | +599.3% | +262.9% | +336.5% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling